CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0281 |
-0.0019 |
-0.2% |
1.0210 |
| High |
1.0359 |
1.0294 |
-0.0065 |
-0.6% |
1.0359 |
| Low |
1.0260 |
1.0224 |
-0.0036 |
-0.4% |
1.0196 |
| Close |
1.0285 |
1.0228 |
-0.0057 |
-0.6% |
1.0285 |
| Range |
0.0099 |
0.0070 |
-0.0029 |
-29.3% |
0.0163 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
121,845 |
82,609 |
-39,236 |
-32.2% |
388,006 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0413 |
1.0267 |
|
| R3 |
1.0389 |
1.0343 |
1.0247 |
|
| R2 |
1.0319 |
1.0319 |
1.0241 |
|
| R1 |
1.0273 |
1.0273 |
1.0234 |
1.0261 |
| PP |
1.0249 |
1.0249 |
1.0249 |
1.0243 |
| S1 |
1.0203 |
1.0203 |
1.0222 |
1.0191 |
| S2 |
1.0179 |
1.0179 |
1.0215 |
|
| S3 |
1.0109 |
1.0133 |
1.0209 |
|
| S4 |
1.0039 |
1.0063 |
1.0190 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0769 |
1.0690 |
1.0375 |
|
| R3 |
1.0606 |
1.0527 |
1.0330 |
|
| R2 |
1.0443 |
1.0443 |
1.0315 |
|
| R1 |
1.0364 |
1.0364 |
1.0300 |
1.0404 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0300 |
| S1 |
1.0201 |
1.0201 |
1.0270 |
1.0241 |
| S2 |
1.0117 |
1.0117 |
1.0255 |
|
| S3 |
0.9954 |
1.0038 |
1.0240 |
|
| S4 |
0.9791 |
0.9875 |
1.0195 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0359 |
1.0207 |
0.0152 |
1.5% |
0.0081 |
0.8% |
14% |
False |
False |
85,197 |
| 10 |
1.0359 |
1.0059 |
0.0300 |
2.9% |
0.0071 |
0.7% |
56% |
False |
False |
51,239 |
| 20 |
1.0359 |
1.0026 |
0.0333 |
3.3% |
0.0060 |
0.6% |
61% |
False |
False |
26,028 |
| 40 |
1.0359 |
0.9745 |
0.0614 |
6.0% |
0.0056 |
0.5% |
79% |
False |
False |
13,262 |
| 60 |
1.0359 |
0.9620 |
0.0739 |
7.2% |
0.0056 |
0.5% |
82% |
False |
False |
8,968 |
| 80 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0056 |
0.6% |
84% |
False |
False |
6,792 |
| 100 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0055 |
0.5% |
84% |
False |
False |
5,453 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.0% |
0.0052 |
0.5% |
84% |
False |
False |
4,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0477 |
|
1.618 |
1.0407 |
|
1.000 |
1.0364 |
|
0.618 |
1.0337 |
|
HIGH |
1.0294 |
|
0.618 |
1.0267 |
|
0.500 |
1.0259 |
|
0.382 |
1.0251 |
|
LOW |
1.0224 |
|
0.618 |
1.0181 |
|
1.000 |
1.0154 |
|
1.618 |
1.0111 |
|
2.618 |
1.0041 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0284 |
| PP |
1.0249 |
1.0265 |
| S1 |
1.0238 |
1.0247 |
|